+608.6%
DG vs XME
+161.1%
+447.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -3.0% | +1.5% | -4.5% | -3.2% |
| 30D | +8.6% | -7.3% | +15.9% | +9.7% |
| 3M | +15.0% | -17.4% | +32.5% | +18.3% |
| 6M | +32.7% | -21.8% | +54.5% | +37.1% |
| YTD | +5.5% | -6.0% | +11.5% | +5.2% |
| 1Y | +34.6% | +3.8% | +30.8% | +31.9% |
| 3Y | +24.2% | +100.0% | -75.8% | +7.3% |
| 5Y | -32.3% | +116.1% | -148.3% | -43.1% |
| 10Y | +111.1% | +280.6% | -169.5% | +53.4% |
| All | +608.6% | +161.1% | +447.5% | +425.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling